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When to Fire a CEO: Optimal Termination in Dynamic Contracts

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Author Info
Stephen Spear
Cheng Wang

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Abstract

The repeated agency model has been widely applied to a number of interesting and important problems in economics, though in many instances, the fact that the standard model generates transient dynamics limits the usefulness of the results obtained from the model for the simple reason that purely transient dynamc phenomena are empirically irrelevant since they cannot be systematically observed and studied. \ In this paper, we show to embed the standard long-term contracting model in an economic environment in which the inherently transient dynamics of the model are transformed into dyanmics which are stationary and ergodic. \ We then use the model to study CEO termination and issues of corporate takeover.

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Paper provided by Carnegie Mellon University, Tepper School of Business in its series GSIA Working Papers with number 2002-E5.

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Handle: RePEc:cmu:gsiawp:-397111066

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Postal: Tepper School of Business, Carnegie Mellon University, 5000 Forbes Avenue, Pittsburgh, PA 15213-3890
Web page: http://www.tepper.cmu.edu/

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  1. Wang, Cheng, 2005. "Termination of Dynamic Contracts in an Equilibrium Labor Market Model (2008 update)," Staff General Research Papers 12403, Iowa State University, Department of Economics. [Downloadable!]
  2. Ohlendorf, Susanne & Schmitz, Patrick W., 2008. "Repeated Moral Hazard, Limited Liability, and Renegotiation," CEPR Discussion Papers 6725, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  3. Casamatta, Catherine & Gümbel, Alexander, 2007. "Managerial Legacies, Entrenchment and Strategic Inertia," IDEI Working Papers 442, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
  4. Wang, Cheng, 2006. "Equilibrium Layoff as Termination of a Dynamic Contract," Staff General Research Papers 12704, Iowa State University, Department of Economics. [Downloadable!]
  5. Leonardo Martinez, 2008. "A theory of political cycles," Working Paper 05-04, Federal Reserve Bank of Richmond. [Downloadable!]
  6. Leonardo Martinez, 2009. "Reputation, career concerns, and job assignments," Working Paper 06-01, Federal Reserve Bank of Richmond. [Downloadable!]
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This page was last updated on 2009-11-5.


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